Pages that link to "Item:Q840975"

The following pages link to Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975):

Displaying 18 items.

• Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
• Unconditional and conditional distributional models for the Nikkei index (Q1000455) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• Stable GARCH models for financial time series (Q1904510) (← links)
• Specification tests for the error distribution in GARCH models (Q1927139) (← links)
• Recursive computation of piecewise constant volatilities (Q1927142) (← links)
• Methods for estimating the upcrossings index: improvements and comparison (Q2010796) (← links)
• Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
• Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
• Modeling fat tails in stock returns: a multivariate stable-GARCH approach (Q2512745) (← links)
• Estimating the Population Coefficient of Variation by Confidence Intervals (Q3102875) (← links)
• Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance (Q4687541) (← links)
• A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
• Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400) (← links)
• A characteristic function-based approach to approximate maximum likelihood estimation (Q5160244) (← links)
• EMPIRICAL PERFORMANCE OF GARCH MODELS WITH HEAVY‐TAILED INNOVATIONS (Q5213466) (← links)
• (Q5879919) (← links)
• Discretely observed Brownian motion governed by telegraph signal process: estimation and application to finance (Q6656717) (← links)